+543.5%
CIEN vs BLK
+32.0%
+511.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.5% |
| 7D | +8.9% | -3.3% | +12.2% | +11.1% |
| 30D | -19.1% | -6.5% | -12.6% | -15.9% |
| 3M | -21.5% | +6.7% | -28.2% | -25.8% |
| 6M | +2.8% | +14.7% | -11.9% | -7.8% |
| YTD | +49.5% | +2.5% | +46.9% | +42.8% |
| 1Y | +163.8% | -2.8% | +166.6% | +161.3% |
| 3Y | +615.8% | +65.9% | +550.0% | +398.2% |
| All | +543.5% | +32.0% | +511.5% | +380.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling